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Property / full work available at URL: https://doi.org/10.1007/s11425-014-4961-5 / rank
 
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Latest revision as of 15:10, 10 July 2024

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High dimensional covariance matrix estimation using multi-factor models from incomplete information
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    High dimensional covariance matrix estimation using multi-factor models from incomplete information (English)
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    31 July 2015
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    high dimensional covariance matrix estimation
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    multi-factor model
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    matrix completion
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    alternating direction method of multipliers
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